+182.8%
HIMS vs IAG
+515.0%
-332.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | -12.4% | +28.9% | -41.3% | -15.6% |
| 3M | -1.1% | +19.1% | -20.2% | -3.7% |
| 6M | +68.4% | -10.3% | +78.7% | +69.2% |
| YTD | -14.7% | +24.2% | -38.9% | -18.9% |
| 1Y | -42.4% | +116.5% | -158.9% | -49.2% |
| 3Y | +304.5% | +742.8% | -438.3% | +178.9% |
| 5Y | +237.5% | +753.3% | -515.8% | +120.5% |
| All | +182.8% | +515.0% | -332.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling